+334.1%
PBF vs GEN
+150.2%
+183.9%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -2.7% | +6.0% | +3.9% |
| 7D | +2.4% | -0.7% | +3.1% | +2.5% |
| 30D | +24.9% | +2.6% | +22.2% | +23.9% |
| 3M | +81.9% | +15.8% | +66.1% | +75.0% |
| 6M | +79.4% | +33.1% | +46.2% | +65.6% |
| YTD | +188.3% | +11.3% | +177.0% | +177.8% |
| 1Y | +177.3% | +1.7% | +175.6% | +173.2% |
| 3Y | +56.0% | +58.1% | -2.1% | +35.7% |
| 5Y | +804.0% | +20.6% | +783.4% | +716.8% |
| 10Y | +334.1% | +149.0% | +185.1% | +203.2% |
| All | +334.1% | +150.2% | +183.9% | +203.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GEN.
Daily Out/Under-Performance
Portfolio return minus GEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded GEN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling